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Andrew Waterman edited comment on MATH-460 at 5/2/12 7:44 PM:
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Hi Sébastien,
Things are moving along. I just noticed that there is already a T-Distribution available in the Math Commons, which we are currently using in R for both x and y coordinates in a plot that looks very similar to what I expect from a Lévy distribution. This may just suffice for our work. I can pass on the modifications that I made to reach this current point if you think that would be worthwhile. Love to hear your opinion on using the T-Distribution in order to extract a vector comparable to what one would find in "Lévy-T" (e.g., rt (10,df=2) versus a 10 length vector directly from Lévy).
was (Author: awaterma):
Hi Sébastien,
Things are moving along. I just noticed that there is already a T-Distribution available in the Math Commons, which we are currently using in R for both x and y coordinates in a plot that looks very similar to what I expect from a Lévy distribution. This may just suffice for our work. I can pass on the modifications that I made to reach this current point if you think that would be worthwhile. Love to hear your opinion on using the T-Distribution in order to extract an RPM comparable to Lévy (e.g., rt (10,df=2) versus a 10 length vector directly from Lévy).
> Levy Distribution
> -----------------
>
> Key: MATH-460
> URL: https://issues.apache.org/jira/browse/MATH-460
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Pavel Ryzhov
> Priority: Minor
> Fix For: 3.1
>
> Attachments: levy_math_460.patch
>
>
> Pretty straightforward implementation of Levy Distribution (not Levy alpha-stable) according to http://en.wikipedia.org/wiki/Lévy_distribution.
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